CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3233 |
1.3125 |
-0.0108 |
-0.8% |
1.2925 |
| High |
1.3280 |
1.3150 |
-0.0130 |
-1.0% |
1.3280 |
| Low |
1.3225 |
1.3010 |
-0.0215 |
-1.6% |
1.2895 |
| Close |
1.3243 |
1.3018 |
-0.0225 |
-1.7% |
1.3243 |
| Range |
0.0055 |
0.0140 |
0.0085 |
154.5% |
0.0385 |
| ATR |
0.0136 |
0.0143 |
0.0007 |
5.1% |
0.0000 |
| Volume |
137,689 |
162,042 |
24,353 |
17.7% |
698,244 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3389 |
1.3095 |
|
| R3 |
1.3339 |
1.3249 |
1.3057 |
|
| R2 |
1.3199 |
1.3199 |
1.3044 |
|
| R1 |
1.3109 |
1.3109 |
1.3031 |
1.3084 |
| PP |
1.3059 |
1.3059 |
1.3059 |
1.3047 |
| S1 |
1.2969 |
1.2969 |
1.3005 |
1.2944 |
| S2 |
1.2919 |
1.2919 |
1.2992 |
|
| S3 |
1.2779 |
1.2829 |
1.2980 |
|
| S4 |
1.2639 |
1.2689 |
1.2941 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4294 |
1.4154 |
1.3455 |
|
| R3 |
1.3909 |
1.3769 |
1.3349 |
|
| R2 |
1.3524 |
1.3524 |
1.3314 |
|
| R1 |
1.3384 |
1.3384 |
1.3278 |
1.3454 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3175 |
| S1 |
1.2999 |
1.2999 |
1.3208 |
1.3069 |
| S2 |
1.2754 |
1.2754 |
1.3172 |
|
| S3 |
1.2369 |
1.2614 |
1.3137 |
|
| S4 |
1.1984 |
1.2229 |
1.3031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.2915 |
0.0365 |
2.8% |
0.0081 |
0.6% |
28% |
False |
False |
147,236 |
| 10 |
1.3300 |
1.2895 |
0.0405 |
3.1% |
0.0070 |
0.5% |
30% |
False |
False |
137,501 |
| 20 |
1.3510 |
1.2895 |
0.0615 |
4.7% |
0.0081 |
0.6% |
20% |
False |
False |
149,622 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.2% |
0.0087 |
0.7% |
40% |
False |
False |
133,408 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.3% |
0.0059 |
0.5% |
40% |
False |
False |
89,243 |
| 80 |
1.3900 |
1.2530 |
0.1370 |
10.5% |
0.0050 |
0.4% |
36% |
False |
False |
66,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3517 |
|
1.618 |
1.3377 |
|
1.000 |
1.3290 |
|
0.618 |
1.3237 |
|
HIGH |
1.3150 |
|
0.618 |
1.3097 |
|
0.500 |
1.3080 |
|
0.382 |
1.3063 |
|
LOW |
1.3010 |
|
0.618 |
1.2923 |
|
1.000 |
1.2870 |
|
1.618 |
1.2783 |
|
2.618 |
1.2643 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3143 |
| PP |
1.3059 |
1.3101 |
| S1 |
1.3039 |
1.3060 |
|